+1,266.9%
SPGI vs APTV
+194.6%
+1,072.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -2.5% |
| 7D | +0.1% | +4.8% | -4.7% | -1.2% |
| 30D | +8.4% | +2.0% | +6.4% | +7.6% |
| 3M | +11.8% | -34.2% | +46.1% | +24.9% |
| 6M | +5.7% | -34.7% | +40.4% | +16.9% |
| YTD | -9.7% | -37.0% | +27.3% | +0.4% |
| 1Y | -12.5% | -40.4% | +27.9% | -1.4% |
| 3Y | +21.8% | -54.1% | +75.9% | +43.2% |
| 5Y | +8.2% | -68.0% | +76.2% | +37.6% |
| 10Y | +309.5% | -15.5% | +325.0% | +221.5% |
| All | +1,266.9% | +194.6% | +1,072.3% | +599.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling